Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
19/12/2024 | 1.86% | 0.51 CHF | 0.52 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 159,655 CHF | 54,218 CHF | 99.17% | 99.17% |
18/12/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 189,887 CHF | 64,296 CHF | 99.17% | 99.17% |
17/12/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 191,663 CHF | 64,888 CHF | 99.17% | 99.17% |
16/12/2024 | 1.56% | 0.66 CHF | 0.67 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 191,181 CHF | 64,727 CHF | 99.17% | 99.17% |
13/12/2024 | 1.44% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 206,651 CHF | 69,884 CHF | 98.91% | 98.91% |
12/12/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 212,218 CHF | 71,739 CHF | 98.03% | 98.03% |
11/12/2024 | 1.43% | 0.71 CHF | 0.72 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 209,127 CHF | 70,709 CHF | 99.17% | 99.17% |
10/12/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 202,398 CHF | 68,466 CHF | 99.17% | 99.17% |
09/12/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 204,812 CHF | 69,271 CHF | 99.17% | 99.17% |
06/12/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 203,085 CHF | 68,695 CHF | 99.17% | 99.17% |